Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47870.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46475.48 Kr¶

PnL: ---------------------------------------> -413.09 Kr¶

DD now: ---------------------------------> -1.562 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:54:51.970507'

Anic Portfolio¶

Today¶

Return: 0.709 %¶

This Week¶

Return: 0.709 %¶

Total¶

Return: 56.715 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.880000 2845.500000 209.500000 7.950000 2636.000010
Beijer Electronics Group 26 -0.330000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 3.760000 667.290000 90.290000 15.650000 576.999999
Samhällsbyggnadsbo. i Norden B 20 4.140000 442.600000 87.600000 24.680000 355.000000
HMS Networks 2 1.520000 722.800000 49.800000 7.400000 673.000000
Nordea Bank Abp 29 0.820000 3477.680000 23.680000 0.690000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 3.890000 269.280000 23.280000 9.460000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Boozt 12 0.140000 1672.800000 18.800000 1.140000 1653.999996
Coor Service Management Hold. 8 0.880000 550.800000 18.800000 3.530000 532.000000
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Intrum 4 1.800000 542.000000 15.000000 2.850000 527.000000
Midsona B 63 0.640000 595.980000 12.980000 2.230000 582.999984
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Resurs Holding 22 -0.410000 582.560000 8.560000 1.490000 573.999998
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Securitas B 6 1.380000 571.440000 1.440000 0.250000 570.000000
Handelsbanken A 5 0.140000 546.500000 0.500000 0.090000 546.000000
Fastighetsbolag. Emilshus Pref 21 -0.190000 560.700000 -1.300000 -0.230000 562.000005
Creaspac SPAC 6 -0.730000 574.800000 -2.200000 -0.380000 577.000002
Swedbank A 3 -0.160000 560.100000 -3.900000 -0.690000 564.000000
CTEK 13 0.780000 521.950000 -12.050000 -2.260000 533.999999
SAAB B 8 1.850000 3343.200000 -33.800000 -1.000000 3377.000000
International Petroleum Corp. 5 2.880000 535.500000 -59.070000 -9.930000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.280000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 -1.580000 1510.200000 -153.800000 -9.240000 1663.999992
Axfood 13 0.180000 3562.000000 -194.000000 -5.170000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 -0.510000 3447.500000 -363.500000 -9.540000 3810.999990
TOTAL 46475.480000 -413.090000 -1.56186% 46888.564618

Updated:¶

'2023-01-16 12:55:04.604225'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶